We apply quasi-Monte Carlo methods to the pricing of derivatives on realised variance of an index under the benchmark approach. The resulting integration problem is shown to depend on the joint density of the realised ...
Dynamic displacement and acceleration responses of cars with uncertain parameters under random road input excitations are investigated by using a quarter-car model. Based on the theory of random vibration, the vehicle's ...
Shannon, AG(Bulgarska Akademiya na NaukiteBulgaria, 2011-01)
This is an expository paper which explores a variety of epidemiological and other quantitative approaches to research in endocrinology. It is a sample of some of the projects in which the author and his colleagues, including ...
Relative intra-day cumulative volume is intra-day cumulative volume divided by final total volume. If intra-day cumulative volume is modeled as a Cox (doubly stochastic Poisson) point process, then using initial enlargement ...
Internationalisation is an important but contentious issue in higher education. For some it means the facilitation of student mobility and an important source of funding for universities, while for others it forms a ...
The main task of the Review has been to examine the longer term prospects of residential aged care services with particular respect to future arrangements for private and public funding, performance improvement in the ...
In 1991, Peres and Wootters wrote a seminal paper on the nonlocal processing of quantum information [Phys. Rev. Lett. 66, 1119 (1991)]. We return to their classic problem and solve it in various contexts. Specifically, for ...
For rigid-plastic/rigid-viscoplastic (RP/RVP) FE simulation in metal forming processes, the linear programming
(LP) approach has many remarkable advantages, compared with a normal iterative solver.
This approach is free ...
This paper deals with the problem of robust reliable control for a class of uncertain neutral delay systems. The aim was to design a state feedback controller such that the plant remained stable for all admissible uncertainties ...
Keast, Vicki; Birt, Kimberley; Koch, Ct; Supansomboon, Supitcha; Cortie, Michael(American Institute of Physics, 2011)
First principles calculations of the optical properties of the intermetallic compounds AuAl2, AuIn2, and AuGa2 have been performed. Analysis of the dielectric functions showed that AuAl2 is unique because a bulk plasmon ...
This paper considers the problems of estimating the stability region (domain of attraction) and controller design for uncertain linear continuous-time systems with input saturation when linear quadratic (LQ) optimal ...
This paper presents two types of symmetric scale mixture probability distributions which include the normal, Student t, Pearson Type VII, variance gamma, exponential power, uniform power and generalised t (GT) distributions. ...
This paper presents two types of symmetric scale mixture probability distributions which include the normal, Student t, Pearson Type VII, variance gamma, exponential power, uniform power and generalized t (GT) distributions. ...